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I was editing a friend's story and I ran into a problem. A character wrote a letter to her friend but inside the letter there was a dialogue (quoting her parents) inserted.

I tried to change their mind and made every excuse I could come up with but they said, “You must do this, there will be no argument."

Now, there are many ways to express the same thought, but the problem was the punctuation.

The dialogue tag (if it can even be called that in this case) is way too long, but in a way it could be valid. So is inserting the dialogue with the normal convention as shown in the sample okay? Or can you put a colon after the dialogue tag and insert the dialogue in a new paragraph?

I tried to change their mind and made every possible excuse I could come up with, but all they said was:

"You must do this. There will be no argument."

Regardless of this being a letter, can the above correction (if it is correct) be used in appropriate scenarios?

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Either one is okay. The second one is more emphatic, and I would only put it on a new line if there was a whole speech (that is, not for one sentence). But there's nothing wrong with the punctuation of either.

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I had a similar issue on a stack exchange site, quoting something that itself contained quotes. I went with the (unusual for English) «French quotes» for the inline message quotation, and like the effect so much that it’s become a matter of style for me here.

In your example, I would think that it ought to be not an inline quote but a block quote. Then the punctuation of the letter itself can be unchanged.

I would not change the letter so that it is nicer to quote, if that would have been unnatural in writing a normal letter.

You corrected the letter-writer’s punctuation (was a comma splice) but I don’t think the original letter writer would break out the quote like that, unless it was long enough to be a blockquote.

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